Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.548 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 47297.96 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 45902.98 Kr¶
PnL: ---------------------------------------> -985.59 Kr¶
DD now: ---------------------------------> -2.739 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-26 16:09:03.561121'
Benchmark comparison¶
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| FM Mattsson Mora Group B | 50 | 2.660000 | 3090.000000 | 163.000000 | 5.570000 | 2927.000000 |
| HEBA B | 70 | -0.880000 | 2765.000000 | 129.000000 | 4.890000 | 2636.000010 |
| HMS Networks | 2 | 15.560000 | 799.200000 | 126.200000 | 18.750000 | 673.000000 |
| SAAB B | 8 | 0.750000 | 3433.600000 | 56.600000 | 1.680000 | 3377.000000 |
| MedCap | 2 | 0.000000 | 461.000000 | 40.000000 | 9.500000 | 421.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | 0.640000 | 394.500000 | 39.500000 | 11.130000 | 355.000000 |
| Corem Property Group B | 59 | -2.010000 | 604.750000 | 27.750000 | 4.810000 | 576.999999 |
| Boozt | 12 | 0.580000 | 1677.600000 | 23.600000 | 1.430000 | 1653.999996 |
| AcadeMedia | 12 | -1.070000 | 579.360000 | 22.360000 | 4.010000 | 557.000004 |
| Resurs Holding | 22 | -1.100000 | 595.320000 | 21.320000 | 3.710000 | 573.999998 |
| Nordea Bank Abp | 29 | 0.130000 | 3473.620000 | 19.620000 | 0.570000 | 3453.999992 |
| Intrum | 4 | 3.060000 | 546.400000 | 19.400000 | 3.680000 | 527.000000 |
| OEM International B | 7 | 1.690000 | 546.700000 | 18.700000 | 3.540000 | 527.999997 |
| Swedbank A | 3 | -0.620000 | 576.150000 | 12.150000 | 2.150000 | 564.000000 |
| Eastnine | 4 | 0.000000 | 502.400000 | 11.400000 | 2.320000 | 491.000000 |
| Securitas B | 6 | -0.060000 | 578.400000 | 8.400000 | 1.470000 | 570.000000 |
| Karnov Group | 9 | 0.500000 | 543.600000 | 7.600000 | 1.420000 | 536.000004 |
| Norva24 Group | 16 | 0.760000 | 550.400000 | 7.400000 | 1.360000 | 543.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -1.090000 | 569.100000 | 7.100000 | 1.260000 | 562.000005 |
| CTEK | 13 | 1.470000 | 536.900000 | 2.900000 | 0.540000 | 533.999999 |
| Coor Service Management Hold. | 8 | -0.070000 | 534.800000 | 2.800000 | 0.530000 | 532.000000 |
| Creaspac SPAC | 6 | 0.420000 | 579.600000 | 2.600000 | 0.450000 | 577.000002 |
| Samhällsbyggnadsbo. i Norden D | 12 | -0.190000 | 247.200000 | 1.200000 | 0.490000 | 246.000000 |
| Handelsbanken A | 5 | 0.280000 | 541.250000 | -4.750000 | -0.870000 | 546.000000 |
| Midsona B | 63 | 1.120000 | 567.630000 | -15.370000 | -2.640000 | 582.999984 |
| Essity B | 2 | -3.220000 | 541.200000 | -32.800000 | -5.710000 | 574.000000 |
| International Petroleum Corp. | 5 | -0.630000 | 549.000000 | -45.570000 | -7.660000 | 594.565215 |
| Vivesto | 1368 | 3.790000 | 553.770000 | -59.230000 | -9.660000 | 612.999432 |
| Essity A | 4 | -3.040000 | 1084.000000 | -65.000000 | -5.660000 | 1149.000000 |
| Sampo Oyj SDB | 7 | -1.190000 | 3769.500000 | -80.500000 | -2.090000 | 3850.000000 |
| Beijer Electronics Group | 26 | -9.110000 | 2854.800000 | -116.200000 | -3.910000 | 2971.000006 |
| Fasadgruppen Group | 35 | -0.960000 | 3598.000000 | -213.000000 | -5.590000 | 3810.999990 |
| OX2 | 18 | 1.090000 | 1418.400000 | -245.600000 | -14.760000 | 1663.999992 |
| Axfood | 13 | -3.050000 | 3467.100000 | -288.900000 | -7.690000 | 3756.000001 |
| Ovzon | 52 | 0.750000 | 2782.000000 | -580.000000 | -17.250000 | 3361.999992 |
| TOTAL | 45912.250000 | -976.320000 | -2.71985% | 46888.564618 |
Updated:¶
'2023-01-26 16:07:55.355158'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
